Bike lights are a legal requirement after dark. If the streetlights are on, so should your lights. They should be mounted centrally or to the right hand side of the bike.  They must be fixed to the bike, not on you as this is illegal.
 
Bike lights used to be dreadful. They were heavy, unreliable and not very bright. The advent of LED technology has changed all this.

 
These are the lights we sell. They are the Smart LAM183T3 front and rear set. We sell them for £20. They are the best compromise between brightness, size, durability, battery life and cost. They are good for being seen, but the front light doesn't cast a beam, so if you ride along unlit roads or through dark parks, see further below.
 
Some people use more than one light on each end. We have a page of advice on this.
 
There are many other lights we could sell, and some shops stock the lot. These are shops where customers spend ages making up their minds. If you need a brighter light to see with, we can order one in.
 
Lights which use filament bulbs are obselete. Supermarket lights are junk. Wind up lights are a waste of time, as the mechanism in them is cheap. A whole life environmental cost analysis would find that rechargeable batteries are better.
 
Dynamo lights can be good.
 

 
This is a traditional bottle generator (technically an alternator as it generates alternating current). This one was made in East Germany. One of these, connected to a good halogen headlamp, will let you see where you are going very well on a country road.
 
Unfortunately tyre driven generators are fiddly to fit and prone to many problems, mostly of bad connections. The generators themselves are fantastically reliable and seldom fail.
If you want a traditional dynamo system we have a drawer full of them. It would be best if you fit it yourself, so that you understand how it works and can repair it.
 
The very best generator systems are German hub units, connected to Bushe und Muller LED lights. These are fantastic, very reliable and stay on when the bike stops.
 
The old Sturmey Dynohub is a bit dim by modern standards.